AdaemmerP / lpirfsLinks
☆47Updated 2 months ago
Alternatives and similar repositories for lpirfs
Users that are interested in lpirfs are comparing it to the libraries listed below
Sorting:
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆29Updated 2 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆32Updated 9 months ago
- LP and VAR inference under potential misspecification☆11Updated 10 months ago
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆56Updated 6 years ago
- Inference in SVMA models identified by external instruments/proxies☆12Updated 2 years ago
- Customized LaTeX tables in R☆30Updated 2 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated 8 months ago
- ☆19Updated 2 weeks ago
- Local projection methods for impulse response estimation☆24Updated last year
- R package for estimation of complementarities in two-way fixed effects models☆28Updated 4 months ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated 9 months ago
- ☆44Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 6 years ago
- Stata command to estimate models with interactive fixed effects (Bai 2009)☆22Updated 3 years ago
- Macroeconomic modelling database (MMB) replication files archive☆51Updated 9 months ago
- MACS 40200 (Winter 2018): Structural Estimation☆37Updated 7 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆28Updated 2 years ago
- Materials for empirical macro course☆9Updated 4 months ago
- Simulation study of Local Projections, VARs, and related estimators☆39Updated 3 months ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated 2 years ago
- Implementing Local Projections Difference-in-Differences (LP-DiD) estimators☆58Updated last week
- Some Examples using VFItoolkit-matlab☆30Updated 8 months ago
- ☆19Updated 5 years ago
- Codes that use the VFI Toolkit to replicate existing papers☆45Updated 2 months ago
- R package to easily build panel data sets from the PSID☆56Updated 6 months ago
- Financial Econometrics module (MSc level)☆21Updated 3 years ago
- R Package for data driven SVAR identification of impulse response functions☆48Updated 2 years ago
- Numerical analysis code and notes for EC 702☆30Updated 8 years ago
- Bias corrected estimates of variance components in two fixed effects models as described in Kline, Saggio and Sølvsten (2020)☆27Updated 7 months ago